Wednesday, November 26, 2008

Interest Rate Options

The following are CBOE listed interest rate option contracts:

13-Week Treasury Bill - IRX
5-Year Treasury Note - FVX
10-Year Treasury Note - TNX
30-Year Treasury Bond - TYX

The interest rate options have a multiplier of $100 and are traded in 25 basis point intervals. Interest rate options have European style exercise. All interest rate options are traded at the CBOE.

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